INDZX vs. VTV
INDZX (Columbia Large Cap Value Fund) and VTV (Vanguard Value ETF) are both Large Cap Value Equities funds. Over the past 10 years, INDZX returned 12.93%/yr vs 12.57%/yr for VTV. Their 0.96 correlation means they have historically moved very closely together. INDZX charges 0.97%/yr vs 0.04%/yr for VTV.
Performance
INDZX vs. VTV - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with INDZX having a 16.29% return and VTV slightly higher at 16.37%. Both investments have delivered pretty close results over the past 10 years, with INDZX having a 12.93% annualized return and VTV not far behind at 12.57%.
INDZX
- 1D
- 1.55%
- 1M
- 0.53%
- 6M
- 12.01%
- YTD
- 16.29%
- 1Y
- 30.46%
- 3Y*
- 18.10%
- 5Y*
- 12.02%
- 10Y*
- 12.93%
- ALL TIME*
- 10.95%
VTV
- 1D
- -0.27%
- 1M
- 0.36%
- 6M
- 11.27%
- YTD
- 16.37%
- 1Y
- 27.94%
- 3Y*
- 17.12%
- 5Y*
- 12.29%
- 10Y*
- 12.57%
- ALL TIME*
- 9.67%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $0.00 | $0.00 | $0.00 | |
| $688.19M | $688.42M | $619.05M |
INDZX vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INDZX Columbia Large Cap Value Fund | 16.29% | 19.67% | 15.42% | 9.64% | -5.26% | 23.70% | 13.01% | 29.81% | -11.20% | 16.20% |
VTV Vanguard Value ETF | 16.37% | 15.27% | 15.95% | 9.32% | -2.09% | 26.53% | 2.33% | 25.66% | -5.47% | 17.15% |
Correlation
The correlation between INDZX and VTV is 0.89, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.89 |
Correlation (3Y) Balances recent behavior with more history. | 0.94 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.96 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.96 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.96 |
The correlation between INDZX and VTV has been stable across timeframes, ranging from 0.89 to 0.96 - a consistent structural relationship.
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Return for Risk
INDZX vs. VTV — Risk / Return Rank
INDZX
VTV
INDZX vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Columbia Large Cap Value Fund (INDZX) and Vanguard Value ETF (VTV). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| INDZX | VTV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.47 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.93 | 4.24 | -0.32 |
| Martin ratioReturn relative to average drawdown | 16.30 | 16.42 | -0.13 |
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Drawdowns
INDZX vs. VTV - Drawdown Comparison
The maximum INDZX drawdown since its inception was -59.02%, roughly equal to the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for INDZX and VTV.
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Drawdown Indicators
| INDZX | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -59.02% | -59.27% | +0.25% |
Max Drawdown (1Y)Largest decline over 1 year | -7.14% | -6.35% | -0.79% |
Max Drawdown (3Y)Largest decline over 3 years | -15.73% | -14.52% | -1.21% |
Max Drawdown (5Y)Largest decline over 5 years | -18.21% | -17.04% | -1.17% |
Max Drawdown (10Y)Largest decline over 10 years | -38.51% | -36.78% | -1.73% |
Current DrawdownCurrent decline from peak | 0.00% | -1.36% | +1.36% |
Average DrawdownAverage peak-to-trough decline | -7.01% | -7.82% | +0.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.74% | 1.64% | +0.10% |
Volatility
INDZX vs. VTV - Volatility Comparison
Columbia Large Cap Value Fund (INDZX) and Vanguard Value ETF (VTV) have volatilities of 2.72% and 2.62%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| INDZX | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.72% | 2.62% | +0.10% |
Volatility (6M)Calculated over the trailing 6-month period | 8.63% | 7.72% | +0.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.38% | 10.36% | +1.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.67% | 13.82% | +0.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.71% | 16.61% | +1.10% |
INDZX vs. VTV - Expense Ratio Comparison
INDZX has a 0.97% expense ratio, which is higher than VTV's 0.04% expense ratio.
Dividends
INDZX vs. VTV - Dividend Comparison
INDZX's dividend yield for the trailing twelve months is around 6.23%, more than VTV's 1.86% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INDZX Columbia Large Cap Value Fund | 6.23% | 7.40% | 9.31% | 5.79% | 9.05% | 6.47% | 8.08% | 5.65% | 12.21% | 6.39% | 2.66% | 13.70% |
VTV Vanguard Value ETF | 1.86% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Frequently Asked Questions
INDZX and VTV have a correlation of 0.89, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INDZX has higher volatility (2.72%) compared to VTV (2.62%). In terms of maximum drawdown, INDZX dropped -59.02% vs VTV's -59.27%.
VTV currently has the higher Sharpe Ratio (2.62 vs 2.47), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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